Discover the impact of winning or losing streaks on fund manager behavior.
Download research paper: Holding the Line
Using anonymized active manager data from 2008 to the present, this study analyzes the changes in decision-making behavior that result from a 5-day winning or losing streak. Insights include:
- 50% of fund managers showed meaningful change in their behavior after experiencing a performance streak
- Decisions made as a result of both winning and losing streaks were significantly poorer, costing managers an estimated 35bps of performance per annum, on average.
Fill out the form below to download:
By supplying your information, you authorize Essentia Analytics to contact you with more content and/or information about its products and services.